Asymptotics for general fractionally integrated processes with applications to unit root tests
Qiying Wang, Yan-xia Lin and Chandra M. Gulati
| Year of publication: |
2003
|
|---|---|
| Authors: | Wang, Qiying ; Lin, Yan-xia ; Gulati, Chandra M. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 19.2003, 1, p. 143-164
|
| Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001728184